Bourbaki

Proposition 1

Tag 08BE, permanent. Cite it as [Bourbaki, Tag 08BE].

Functions of a Real Variable, chapter IV, § 1. EXISTENCE THEOREMS

Let t0t_0 be a point of II and x0x_0 a point of HH; for a continuous function uu to be a solution of the equation (1) on II and take the value x0x_0 at the point t0t_0, it is necessary and sufficient that it satisfies the relation

u(t)=x0+∫t0tf(s,u(s)) ds u(t) = x_0 + \int_{t_0}^t f(s, u(s))\, ds

for every t∈It \in I.

Indeed, by lemma 1, if uu is a solution of (1) on II, then f(t,u(t))f(t, u(t)) is regulated, so the right-hand side of (6) is defined and equal to u(t)u(t) for every t∈It \in I. Conversely, if uu is a continuous function that satisfies (6) then f(t,u(t))f(t, u(t)) is regulated, by lemma 1, so uu has derivative equal to f(t,u(t))f(t, u(t)) except at the points of a countable subset of II.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.